A variance ratio test of random walk in the stock exchange of Singapore
This study aims to provide an insight into the behaviour of the local stock market by testing the random walk hypothesis. Random walk is an important concept which underlies the behaviour of stock prices in a weak-form efficient market. The outcome of such a test has several significant implicati...
| Autori principali: | , , |
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| Altri autori: | |
| Natura: | Final Year Project (FYP) |
| Lingua: | English |
| Pubblicazione: |
2015
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| Soggetti: | |
| Accesso online: | http://hdl.handle.net/10356/62967 |